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MFRM
Milliman Financial Risk Management Portfolio holdings
AUM
$6.4B
1-Year Est. Return
12.26%
This Fund
S&P 500
This Quarter
Est. Return
+0.26%
1 Year Est. Return
-12.26%
3 Year Est. Return
+8.57%
5 Year Est. Return
+20.16%
10 Year Est. Return
–
AUM
$10.2B
AUM Growth
-$144M
(-1.4%)
Cap. Flow
-$153M
Cap. Flow
% of AUM
-1.51%
Top 10 Holdings %
Top 10 Hldgs %
98.97%
Holding
12
New
–
Increased
8
Reduced
3
Closed
1
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Total Stock Market ETF
VTI
|
+$108M |
| 2 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$99.5M |
| 3 |
iShares Core S&P Total US Stock Market ETF
ITOT
|
+$43.6M |
| 4 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$27M |
| 5 |
Schwab US Broad Market ETF
SCHB
|
+$22M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$419M |
| 2 |
Vanguard Total Bond Market
BND
|
+$45.3M |
| 3 |
DMRM
DeltaShares S&P 400 Managed Risk ETF
DMRM
|
+$18.9M |
| 4 |
DMRI
DeltaShares S&P International Managed Risk ETF
DMRI
|
+$2.12M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
Vanguard Total Bond Market
BND
$157B
| $2.29B | 22.55% |
28,898,895
-573,414
| -2% | -$45.3M |
|
2
iShares Core US Aggregate Bond ETF
AGG
$137B
| $1.82B | 17.9% |
17,091,711
+144,765
| +0.9% | +$15.4M |
|
|
3
Vanguard Total Stock Market ETF
VTI
$654B
| $1.78B | 17.54% |
12,677,737
+773,330
| +6% | +$108M |
|
|
4
Vanguard FTSE Developed Markets ETF
VEA
$226B
| $1.29B | 12.67% |
29,981,721
+2,232,581
| +8% | +$99.5M |
|
|
5
iShares Core S&P Total US Stock Market ETF
ITOT
$93.1B
| $908M | 8.94% |
14,518,951
+701,126
| +5% | +$43.6M |
|
|
6
Schwab US Broad Market ETF
SCHB
$42.7B
| $896M | 8.83% |
81,506,586
+2,016,630
| +3% | +$22M |
|
|
DMRL
7
DELISTED
DeltaShares S&P 500 Managed Risk ETF
DMRL
| $400M | 3.94% |
7,436,956
+300,000
| +4% | +$16.2M |
|
|
8
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $274M | 2.7% |
6,489,800
+597,588
| +10% | +$27M |
|
|
DMRI
9
DELISTED
DeltaShares S&P International Managed Risk ETF
DMRI
| $218M | 2.15% |
4,308,897
-40,000
| -0.9% | -$2.12M |
|
10
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
| $177M | 1.75% |
7,002,314
+36,050
| +0.5% | +$911K |
|
|
DMRM
11
DELISTED
DeltaShares S&P 400 Managed Risk ETF
DMRM
| $104M | 1.03% |
1,930,187
-350,000
| -15% | -$18.9M |
|
|
12
iShares 0-1 Year Treasury Bond ETF
SHV
$20.7B
| – | – |
-3,796,834
| Closed | -$419M |
|
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AII
Milliman Financial Risk Management's Q2 2018 Portfolio in Review
As of Q2 2018, Milliman Financial Risk Management held 12 positions worth $10.2B, down 1.4% from $10.3B the previous quarter. Its ten largest holdings account for 99% of the portfolio.
Milliman Financial Risk Management's Q2 2018 filing shows 8 increased, 3 reduced and 1 closed positions. The largest sale was iShares 0-1 Year Treasury Bond ETF, an estimated $419M.
- Milliman Financial Risk Management added most to Vanguard Total Stock Market ETF in Q2 2018, an estimated $108M increase.
- Milliman Financial Risk Management's biggest Q2 2018 reduction was Vanguard Total Bond Market, cutting an estimated $45.3M.
- Milliman Financial Risk Management fully exited iShares 0-1 Year Treasury Bond ETF in Q2 2018, selling an estimated $419M.
- Milliman Financial Risk Management's ten largest holdings make up 99% of its $10.2B portfolio in Q2 2018.
- Milliman Financial Risk Management opened 0 new positions and closed 1 in Q2 2018.
- Milliman Financial Risk Management's portfolio value fell 1.4% quarter-over-quarter to $10.2B.
Based on Milliman Financial Risk Management's 13F filing for Q2 2018, filed 6 Aug 2018.